Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 0.207421 0.222502 0.238590 0.257106 0.277926 0.300725 0.327735
2026-02-01 0.182071 0.200919 0.221942 0.247346 0.277506 0.312555 0.356947
2026-02-08 0.167022 0.188266 0.212778 0.243549 0.281727 0.328357 0.390972
2026-02-15 0.160030 0.183832 0.212151 0.248978 0.296624 0.357739 0.444857
2026-02-22 0.151305 0.176347 0.206854 0.247646 0.302242 0.375187 0.484676
2026-03-01 0.143480 0.169254 0.201281 0.245136 0.305590 0.389354 0.521210
2026-03-08 0.135847 0.161826 0.194635 0.240456 0.305213 0.397800 0.549833
2026-03-15 0.129617 0.155778 0.189308 0.236996 0.305981 0.407611 0.581555
2026-03-22 0.126725 0.153854 0.189223 0.240604 0.317016 0.433749 0.644144
2026-03-29 0.125762 0.154364 0.192348 0.248834 0.335487 0.473508 0.738100
2026-04-05 0.121404 0.150053 0.188552 0.246675 0.337680 0.486755 0.785047
2026-04-12 0.118619 0.147733 0.187369 0.248226 0.345737 0.510712 0.858033
2026-04-19 0.113081 0.141515 0.180546 0.241124 0.339647 0.509918 0.880915
2026-04-26 0.107751 0.135387 0.173586 0.233416 0.331963 0.505422 0.894949
2026-05-03 0.104189 0.131603 0.169839 0.230451 0.331994 0.515204 0.944173
2026-05-10 0.103208 0.131405 0.171283 0.235675 0.346435 0.554290 1.075565
2026-05-17 0.100560 0.128708 0.168882 0.234558 0.349567 0.571353 1.155697
2026-05-24 0.097781 0.125715 0.165899 0.232297 0.350406 0.583748 1.226952
2026-05-31 0.094647 0.122100 0.161827 0.228007 0.347154 0.587023 1.272509
2026-06-07 0.091969 0.119067 0.158526 0.224827 0.345725 0.594099 1.332641
2026-06-14 0.091037 0.118568 0.159081 0.228157 0.356916 0.630986 1.506778
2026-06-21 0.091140 0.119594 0.162028 0.235739 0.377102 0.692497 1.807267
2026-06-28 0.089051 0.117259 0.159585 0.233753 0.377923 0.706995 1.931227